Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.507348 0.566577 0.632660 0.712381 0.806660 0.915497 1.051958
2024-12-29 0.437743 0.511994 0.600472 0.715277 0.862722 1.049221 1.308861
2025-01-05 0.390034 0.472331 0.575460 0.717217 0.912074 1.178697 1.586853
2025-01-12 0.350590 0.436311 0.548120 0.709234 0.943779 1.287620 1.862050
2025-01-19 0.311704 0.395874 0.509017 0.678078 0.935592 1.334920 2.053451
2025-01-26 0.291618 0.378128 0.498084 0.684299 0.982118 1.473649 2.437343
2025-02-02 0.275278 0.363619 0.489595 0.692139 1.031294 1.625969 2.897983
2025-02-09 0.257593 0.345385 0.473467 0.685460 1.054480 1.736461 3.315065
2025-02-16 0.244750 0.332989 0.464639 0.688938 1.095096 1.888107 3.888565
2025-02-23 0.227541 0.312689 0.441705 0.666012 1.083736 1.932599 4.217783
2025-03-02 0.210845 0.292028 0.416542 0.636532 1.055569 1.935464 4.437901
2025-03-09 0.202993 0.284408 0.411540 0.641605 1.095041 2.096529 5.206149
2025-03-16 0.198784 0.282476 0.416097 0.665280 1.178279 2.389188 6.635562
2025-03-23 0.192370 0.276550 0.413439 0.675225 1.234633 2.634779 8.136478
2025-03-30 0.185842 0.269976 0.409085 0.681343 1.283759 2.878985 9.917621
2025-04-06 0.178104 0.260912 0.399672 0.676403 1.306601 3.057040 11.624975
2025-04-13 0.167510 0.246512 0.379866 0.648579 1.270386 3.044859 12.278644
2025-04-20 0.162832 0.241797 0.377034 0.655242 1.320223 3.326990 15.251880
2025-04-27 0.158648 0.237661 0.374913 0.663106 1.374758 3.650051 19.311735
2025-05-04 0.152894 0.230505 0.366724 0.657087 1.391732 3.846629 22.901396
2025-05-11 0.148753 0.225932 0.363041 0.660531 1.435362 4.168284 28.994014
2025-05-18 0.141783 0.216066 0.348753 0.638982 1.405040 4.176276 31.393967
2025-05-25 0.134463 0.205303 0.332238 0.611176 1.353132 4.077159 32.119462